ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 113-020 112-040 -0-300 -0.8% 111-292
High 113-175 112-185 -0-310 -0.9% 113-175
Low 112-100 111-062 -1-038 -1.0% 111-197
Close 112-237 112-160 -0-077 -0.2% 112-237
Range 1-075 1-123 0-048 12.2% 1-298
ATR 0-187 0-209 0-022 11.8% 0-000
Volume 546,169 795,115 248,946 45.6% 2,291,145
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 116-078 115-242 113-084
R3 114-275 114-119 112-282
R2 113-152 113-152 112-241
R1 112-316 112-316 112-201 113-074
PP 112-029 112-029 112-029 112-068
S1 111-193 111-193 112-119 111-271
S2 110-226 110-226 112-079
S3 109-103 110-070 112-038
S4 107-300 108-267 111-236
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-137 117-165 113-257
R3 116-159 115-187 113-087
R2 114-181 114-181 113-030
R1 113-209 113-209 112-294 114-035
PP 112-203 112-203 112-203 112-276
S1 111-231 111-231 112-180 112-057
S2 110-225 110-225 112-124
S3 108-247 109-253 112-067
S4 106-269 107-275 111-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-175 111-062 2-113 2.1% 0-285 0.8% 56% False True 617,252
10 113-175 111-062 2-113 2.1% 0-219 0.6% 56% False True 515,120
20 113-175 110-180 2-315 2.7% 0-190 0.5% 65% False False 276,477
40 113-175 109-050 4-125 3.9% 0-180 0.5% 76% False False 139,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 118-148
2.618 116-065
1.618 114-262
1.000 113-308
0.618 113-139
HIGH 112-185
0.618 112-016
0.500 111-284
0.382 111-231
LOW 111-062
0.618 110-108
1.000 109-259
1.618 108-305
2.618 107-182
4.250 105-099
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 112-094 112-146
PP 112-029 112-132
S1 111-284 112-118

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols